+251.6%
ORCL vs FIS
-54.6%
+306.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +3.6% |
| 7D | +0.5% | -29.4% | +29.9% | +10.0% |
| 30D | -15.3% | -16.7% | +1.5% | -12.3% |
| 3M | -18.2% | -33.0% | +14.8% | -9.6% |
| 6M | -38.4% | -33.3% | -5.1% | -32.3% |
| YTD | -37.7% | -56.0% | +18.3% | -21.8% |
| 1Y | -49.3% | -54.6% | +5.3% | -37.1% |
| 3Y | +10.6% | -40.6% | +51.3% | +21.0% |
| 5Y | +35.5% | -71.9% | +107.4% | +92.0% |
| 10Y | +251.6% | -55.3% | +306.9% | +292.5% |
| All | +251.6% | -54.6% | +306.2% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling